Datascience
Datascience
𝑞
(g) 𝑈𝑁 Π𝑋 𝒩𝑁 𝜄
𝜄𝑁 𝐿2 (𝜇𝑁 ) 𝐿2 (𝜇𝑁 ) 𝐿2𝑋 (𝜇𝑁 ) ℋ𝑁 𝐿2𝑋 (𝜇)
𝐶(𝑀) 𝜄
error
𝑈𝑡 Π𝑋
∈ 𝐿2 (𝜇) 𝐿2 (𝜇) 𝐿2𝑋 (𝜇)
𝑌 𝑈𝑡𝑌 𝑍𝑡 ∘ 𝑋 = 𝔼(𝑈 𝑡 𝑌 ∣ 𝑋)
Figure 1. Panel (a) shows eigenfunctions 𝜙𝑗,𝑁 of 𝐺𝑁 for a dataset sampled near the L63 attractor. Panel (b) shows the action of
𝑞
the shift operator 𝑈𝑁 on the 𝜙𝑗,𝑁 from (a) for 𝑞 = 50 steps, approximating the Koopman operator 𝑈 𝑞 ∆𝑡 . Panels (c, d) show the
𝑞
matrix elements ⟨𝜙𝑖,𝑁 , 𝑈𝑁 𝜙𝑗,𝑁 ⟩𝜇𝑁 of the shift operator for 𝑞 = 5 and 50. The mixing dynamics is evident in the larger
far-from-diagonal components in 𝑞 = 50 vs. 𝑞 = 5. Panel (e) shows the matrix representation of a finite-difference approximation
of the generator 𝑉, which is skew-symmetric. Panels (f, g) summarize the diffusion forecast (DF) and kernel analog forecast (KAF)
for lead time 𝑡 = 𝑞 Δ𝑡. In each diagram, the data-driven finite-dimensional approximation (top row) converges to the true forecast
(middle row). DF maps an initial state 𝜔 ∈ 𝑀 ⊆ Ω to the future expectation of an observable 𝔼Ψ(𝜔) 𝑈 𝑡 𝑌 = 𝔼𝑈 𝑡∗ Ψ(𝜔) 𝑌 , and KAF maps
a response function 𝑌 ∈ 𝐶(𝑀) to the conditional expectation 𝔼(𝑈 𝑡 𝑌 ∣ 𝑋).
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